System Name: Delphi Universal
System Type: Swing trade, trend-following system
Contracts: e-mini Midcap
Starting Capital: $20,000
Cost: $50 per month per e-mini contract
Description:
Most systems are developed with one market and timeframe in mind, making over-curvefitting much more likely. Some systems are able to trade a number of markets within a market segment and/or a specific timeframe. What makes Delphi unique is that with exactly the same rules and parameters, it successfully trades a wide variety of markets and timeframes, from intraday domestic and global index data, to daily data of every sector of the domestic and global commodity markets, to Forex. Few systems available to the public can make this claim.
Delphi is a robust trend-following system that employs a dynamic channel breakout entry technique. A proprietary filter reduces the likelihood of trades during congestion periods. Entries may occur on a price breakout or retracement from the main trend. In order to avoid over-curvefitting to one market, the system was developed using intraday data of the 5 main US indices and several non-US indices. End-of-day data was used to test a basket of 42 non-index commodities in every sector.
All entries and exits are stops or limits. The initial risk is a maximum of $700. All exits are ATR-based. The average trade is 3-5 days.
For real-time performance, click here to access an Excel file that compiles and charts trading account fills.
Historical Performance Results
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